Option Pricing with Efficient Simulation Algorithms

Global functions | |
---|---|

AsianCall | Man page Source code |

AsianCall_AppLord | Man page Source code |

AsianCall_CMC_CV | Source code |

AsianCall_NCV_CMC_QCV_greeks | Source code |

AsianCall_NCV_CMC_QCV_greeks_Z | Source code |

AsianCall_NCV_CMC_QCV_greeks_qmc | Source code |

AsianCall_NCV_CMC_greeks_Z | Source code |

AsianCall_NCV_CMC_greeks_qmc | Source code |

AsianCall_NCV_LR_greeks | Source code |

AsianCall_naive_greeks | Source code |

AsianCall_naive_greeks_Z | Source code |

AsianCall_naive_greeks_qmc | Source code |

BS_A | Source code |

BS_EC | Man page Source code |

BS_EP | Man page Source code |

Covmat_A | Source code |

OptionPricing | Man page |

OptionPricing-package | Man page |

cond2M_A | Source code |

evalECV | Source code |

evalECV_A | Source code |

evalEQCV | Source code |

evalLB | Source code |

eval_equad | Source code |

findQmat | Source code |

findbcv | Source code |

findrootapp | Source code |

newtons_root | Source code |

ortmat | Source code |

returnPn_Korobov | Source code |

simulateAsianCall_Z | Source code |

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.